ARIMA GARCH NAGARCH model invertibility conditions

by mertcan   Last Updated July 12, 2019 09:19 AM - source

According to ARIMA model and GARCH model whose terms are in linear form, we can insist on invertibility conditions involving coefficients. But for instance in nonlinear asymmetric GARCH model(NAGARCH) whose terms may be nonlinear( such as multiplication of past residuals and past variance terms ) I have not seen any invertibility conditions unlike stationarity conditions. How can we determine the invertibility conditions for NAGARCH?

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